Results 171 to 180 of about 37,151 (284)

THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS [PDF]

, 2001
Friedrich Hubalek, Walter Schachermayer
openalex   +1 more source

An optimized LSTM network for improving arbitrage spread forecasting using ant colony cross-searching in the K-fold hyperparameter space. [PDF]

PeerJ Comput Sci
Zeng Z, Qin P, Zhang Y, Tang Y, Cheng S, Tu S, Ding Y, Gao Z, Liu Y.   +8 more
europepmc   +1 more source

How to account for virtual arbitrage in the standard derivative pricing

, 1999
Kirill Ilinski
openalex   +2 more sources

No Arbitrage in Discrete Time Under Portfolio Constraints [PDF]

, 2001
Laurence Carassus, Huye n Pham, Nizar Touzi   +2 more
openalex   +1 more source

Operation strategy and capacity configuration of digital renewable energy power station with energy storage. [PDF]

Heliyon
Wu J, Xue L, Zheng Y, Zhang J, Li Q.
europepmc   +1 more source

Derivative pricing with virtual arbitrage

, 1999
Kirill Ilinski, A. S. Stepanenko
openalex   +2 more sources

Arbitrage and viability in securities markets with fixed trading costs [PDF]

, 2001
Elyès Jouini, Hédi Kallal, Clotilde Napp   +2 more
openalex   +1 more source

Arbitrage

, 2022
openaire   +2 more sources

The relationship between corporate entrepreneurship and its competitiveness in China: The moderating effect of employee stock ownership plan. [PDF]

Heliyon
Cao Y, Wan M.
europepmc   +1 more source

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source